Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.56 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47655.66 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46261.98 Kr¶

PnL: ---------------------------------------> -626.59 Kr¶

DD now: ---------------------------------> -2.003 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:07:13.309851'

Anic Portfolio¶

This Week¶

Return: -0.419 %¶

Total¶

Return: 56.197 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.130000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 17.990000 816.000000 143.000000 21.250000 673.000000
Beijer Electronics Group 26 -1.490000 3094.000000 123.000000 4.140000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3010.000000 83.000000 2.840000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 0.840000 395.300000 40.300000 11.350000 355.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Corem Property Group B 59 -0.380000 614.780000 37.780000 6.550000 576.999999
Resurs Holding 22 0.580000 605.440000 31.440000 5.480000 573.999998
SAAB B 8 0.000000 3408.000000 31.000000 0.920000 3377.000000
AcadeMedia 12 0.120000 586.320000 29.320000 5.260000 557.000004
Intrum 4 4.870000 556.000000 29.000000 5.500000 527.000000
Nordea Bank Abp 29 0.180000 3475.360000 21.360000 0.620000 3453.999992
Swedbank A 3 -0.210000 578.550000 14.550000 2.580000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 0.640000 582.480000 12.480000 2.190000 570.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -0.220000 1664.400000 10.400000 0.630000 1653.999996
OEM International B 7 -0.390000 535.500000 7.500000 1.420000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.000000 546.240000 3.240000 0.600000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.580000 249.120000 3.120000 1.270000 246.000000
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Essity B 2 2.540000 573.400000 -0.600000 -0.100000 574.000000
Essity A 4 2.500000 1146.000000 -3.000000 -0.260000 1149.000000
CTEK 13 0.070000 529.490000 -4.510000 -0.840000 533.999999
Handelsbanken A 5 0.000000 539.750000 -6.250000 -1.140000 546.000000
Midsona B 63 -0.110000 560.700000 -22.300000 -3.830000 582.999984
International Petroleum Corp. 5 0.450000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 4.560000 557.870000 -55.130000 -8.990000 612.999432
Sampo Oyj SDB 7 -0.920000 3780.000000 -70.000000 -1.820000 3850.000000
Fasadgruppen Group 35 0.390000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 0.060000 1404.000000 -260.000000 -15.630000 1663.999992
Axfood 13 -2.730000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 3.200000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46317.200000 -571.370000 -1.88713% 46888.564618

Updated:¶

'2023-01-26 09:06:19.247357'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶